Blue Blood Engine is a set of trading and analysis related tools and other software.
This project is the child, not compatible next generation of the Quantrade project.
chmod +x env.sh
./env.shOr, just use Docker:
chmod +x build.sh
chmod +x run.sh
./build.sh
./run.shEdit .env, create (Postgres) database 'blueblood', then:
python manage.py --db=one_time
cd db
node makeTables.jsSingle point management:
python manage.py --<command>=<params># creates required tables:
python manage.py --db=one_time# collect data for non-daemonized collectors, for parameters - see manage.py:
collect=<param>
# rarely run collections (like sysmbols)
collect=one_time# run the specified script from playground
play=<script>
# playground has a simple demo file, run it:
play=demo
# analyze specified alpha factor.
analyze=<factor>...
Strategies are put inside app/stratrgies/_implementations/ directory.
def main():
# Your code
return [[returns_vector, 'name']]Preprocessed indicators are put inside app/indicators/_implementations/ directory.
def main():
# Your code
return [[indicator_vector, 'name']]Portfolios are put inside app/portfolio/_implementations/ directory.
def main():
# Your code
return [[returns, adjusted_returns, commissions_vector, 'name']]]GPL v3.0